+68.5%
COST vs KWEB
-2.3%
+70.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.2% | -5.6% | +4.4% | -0.9% |
| 30D | -4.7% | -10.7% | +6.0% | -4.2% |
| 3M | -7.1% | -7.4% | +0.3% | -6.8% |
| 6M | -8.5% | -19.3% | +10.8% | -7.7% |
| YTD | +5.4% | -27.8% | +33.1% | +6.9% |
| 1Y | -5.6% | -35.9% | +30.3% | -3.7% |
| 3Y | +68.5% | -1.9% | +70.4% | +67.5% |
| All | +68.5% | -2.3% | +70.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KWEB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling